混合整数编程的组合变量聚合预解技术

IF 0.8 4区管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Operations Research Letters Pub Date : 2024-01-26 DOI:10.1016/j.orl.2024.107074

Houshan Zhang , Jianhua Yuan

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引用次数: 0

摘要

预分解是现代混合整数编程（MIP）求解器中的一个重要组成部分。在本文中，我们提出了一种新的有效预求解方法--基于不等式的变量聚合，并开发了一种组合变量聚合（VA）技术，其优点是能显著降低 MIP 问题的规模。这种技术对于涉及半连续变量的问题（如单位承诺问题）尤其有效。大量数值实验证明，组合 VA 技术可以大大加快 MIP 问题的求解过程。

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A combined variable aggregation presolving technique for mixed integer programming

Presolving is a critical component in modern mixed integer programming (MIP ) solvers. In this paper, we propose a new and effective presolving method named inequation-based variable aggregation and develop a combined variable aggregation (VA ) technique with the advantage of significantly reducing the scales of MIP problems. This technique is particularly effective for problems involving semi-continuous variables, such as unit commitment problems. Extensive numerical experiments demonstrate that the combined VA technique can substantially accelerate the solution process of MIP problems.

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来源期刊

Operations Research Letters 管理科学-运筹学与管理科学

CiteScore

2.10

自引率

9.10%

发文量

111

审稿时长

83 days

期刊介绍： Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.